Elad Hazan

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ISBN 9781521003442

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<span class="mw-page-title-main">Neural network (machine learning)</span> Computational model used in machine learning, based on connected, hierarchical functions

In machine learning, a neural network is a model inspired by the structure and function of biological neural networks in animal brains.

<span class="mw-page-title-main">Mathematical optimization</span> Study of mathematical algorithms for optimization problems

Mathematical optimization or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries.

Reinforcement learning (RL) is an interdisciplinary area of machine learning and optimal control concerned with how an intelligent agent ought to take actions in a dynamic environment in order to maximize the cumulative reward. Reinforcement learning is one of three basic machine learning paradigms, alongside supervised learning and unsupervised learning.

Global optimization is a branch of applied mathematics and numerical analysis that attempts to find the global minima or maxima of a function or a set of functions on a given set. It is usually described as a minimization problem because the maximization of the real-valued function is equivalent to the minimization of the function .

Stochastic gradient descent is an iterative method for optimizing an objective function with suitable smoothness properties. It can be regarded as a stochastic approximation of gradient descent optimization, since it replaces the actual gradient by an estimate thereof. Especially in high-dimensional optimization problems this reduces the very high computational burden, achieving faster iterations in exchange for a lower convergence rate.

Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets. Many classes of convex optimization problems admit polynomial-time algorithms, whereas mathematical optimization is in general NP-hard.

<span class="mw-page-title-main">Multi-armed bandit</span> Resource problem in machine learning

In probability theory and machine learning, the multi-armed bandit problem is a problem in which a decision maker iteratively selects one of multiple fixed choices when the properties of each choice are only partially known at the time of allocation, and may become better understood as time passes. A fundamental aspect of bandit problems is that choosing an arm does not affect the properties of the arm or other arms.

In computer science, online machine learning is a method of machine learning in which data becomes available in a sequential order and is used to update the best predictor for future data at each step, as opposed to batch learning techniques which generate the best predictor by learning on the entire training data set at once. Online learning is a common technique used in areas of machine learning where it is computationally infeasible to train over the entire dataset, requiring the need of out-of-core algorithms. It is also used in situations where it is necessary for the algorithm to dynamically adapt to new patterns in the data, or when the data itself is generated as a function of time, e.g., stock price prediction. Online learning algorithms may be prone to catastrophic interference, a problem that can be addressed by incremental learning approaches.

<span class="mw-page-title-main">Dimitri Bertsekas</span> Greek electrical engineer

Dimitri Panteli Bertsekas is an applied mathematician, electrical engineer, and computer scientist, a McAfee Professor at the Department of Electrical Engineering and Computer Science in School of Engineering at the Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts, and also a Fulton Professor of Computational Decision Making at Arizona State University, Tempe.

<span class="mw-page-title-main">R. Tyrrell Rockafellar</span> American mathematician

Ralph Tyrrell Rockafellar is an American mathematician and one of the leading scholars in optimization theory and related fields of analysis and combinatorics. He is the author of four major books including the landmark text "Convex Analysis" (1970), which has been cited more than 27,000 times according to Google Scholar and remains the standard reference on the subject, and "Variational Analysis" for which the authors received the Frederick W. Lanchester Prize from the Institute for Operations Research and the Management Sciences (INFORMS).

In machine learning, a hyperparameter is a parameter, such as the learning rate or choice of optimizer, which specifies details of the learning process, hence the name hyperparameter. This is in contrast to parameters which determine the model itself.

Adversarial machine learning is the study of the attacks on machine learning algorithms, and of the defenses against such attacks. A survey from May 2020 exposes the fact that practitioners report a dire need for better protecting machine learning systems in industrial applications.

This glossary of artificial intelligence is a list of definitions of terms and concepts relevant to the study of artificial intelligence, its sub-disciplines, and related fields. Related glossaries include Glossary of computer science, Glossary of robotics, and Glossary of machine vision.

Peter Richtarik is a Slovak mathematician and computer scientist working in the area of big data optimization and machine learning, known for his work on randomized coordinate descent algorithms, stochastic gradient descent and federated learning. He is currently a Professor of Computer Science at the King Abdullah University of Science and Technology.

The following outline is provided as an overview of and topical guide to machine learning:

In machine learning, hyperparameter optimization or tuning is the problem of choosing a set of optimal hyperparameters for a learning algorithm. A hyperparameter is a parameter whose value is used to control the learning process.

Deep reinforcement learning is a subfield of machine learning that combines reinforcement learning (RL) and deep learning. RL considers the problem of a computational agent learning to make decisions by trial and error. Deep RL incorporates deep learning into the solution, allowing agents to make decisions from unstructured input data without manual engineering of the state space. Deep RL algorithms are able to take in very large inputs and decide what actions to perform to optimize an objective. Deep reinforcement learning has been used for a diverse set of applications including but not limited to robotics, video games, natural language processing, computer vision, education, transportation, finance and healthcare.

James Milton Renegar Jr. is an American mathematician, specializing in optimization algorithms for linear programming and nonlinear programming.

Sébastien Bubeck is a French-American computer scientist and mathematician. He is currently Microsoft's Vice President of GenAI and leads the Machine Learning Foundations group at Microsoft Research Redmond. Bubeck was formerly professor at Princeton University and a researcher at the University of California, Berkeley. He is known for his contributions to online learning, optimization and more recently studying deep neural networks, and in particular transformer models.

Mengdi Wang is a theoretical computer scientist who is a professor at Princeton University. Her research considers the fundamental theory that underpins reinforcement and machine learning. She was named one of MIT Technology Review's 35 Under 35 in 2018.

References

Elad Hazan
NationalityIsraeli-American
Occupation(s)Computer scientist, academic, author and researcher
AwardsBell Labs Prize
Marie Curie Fellow, European Research Council
Google Research Award
Amazon Research Award
Academic background
EducationB.Sc., Computer Science, Tel Aviv University
M.Sc., Computer Science, Tel Aviv University
Ph.D., Computer Science, Princeton University